CME Canadian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 01-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2009 |
01-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8645 |
0.8607 |
-0.0038 |
-0.4% |
0.8820 |
| High |
0.8692 |
0.8748 |
0.0056 |
0.6% |
0.8828 |
| Low |
0.8592 |
0.8576 |
-0.0016 |
-0.2% |
0.8596 |
| Close |
0.8610 |
0.8709 |
0.0099 |
1.1% |
0.8681 |
| Range |
0.0100 |
0.0172 |
0.0072 |
72.0% |
0.0232 |
| ATR |
0.0125 |
0.0129 |
0.0003 |
2.7% |
0.0000 |
| Volume |
44,725 |
61,266 |
16,541 |
37.0% |
315,720 |
|
| Daily Pivots for day following 01-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9194 |
0.9123 |
0.8804 |
|
| R3 |
0.9022 |
0.8951 |
0.8756 |
|
| R2 |
0.8850 |
0.8850 |
0.8741 |
|
| R1 |
0.8779 |
0.8779 |
0.8725 |
0.8815 |
| PP |
0.8678 |
0.8678 |
0.8678 |
0.8695 |
| S1 |
0.8607 |
0.8607 |
0.8693 |
0.8643 |
| S2 |
0.8506 |
0.8506 |
0.8677 |
|
| S3 |
0.8334 |
0.8435 |
0.8662 |
|
| S4 |
0.8162 |
0.8263 |
0.8614 |
|
|
| Weekly Pivots for week ending 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9398 |
0.9271 |
0.8809 |
|
| R3 |
0.9166 |
0.9039 |
0.8745 |
|
| R2 |
0.8934 |
0.8934 |
0.8724 |
|
| R1 |
0.8807 |
0.8807 |
0.8702 |
0.8755 |
| PP |
0.8702 |
0.8702 |
0.8702 |
0.8675 |
| S1 |
0.8575 |
0.8575 |
0.8660 |
0.8523 |
| S2 |
0.8470 |
0.8470 |
0.8638 |
|
| S3 |
0.8238 |
0.8343 |
0.8617 |
|
| S4 |
0.8006 |
0.8111 |
0.8553 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8748 |
0.8576 |
0.0172 |
2.0% |
0.0103 |
1.2% |
77% |
True |
True |
59,102 |
| 10 |
0.8907 |
0.8576 |
0.0331 |
3.8% |
0.0110 |
1.3% |
40% |
False |
True |
60,026 |
| 20 |
0.9155 |
0.8576 |
0.0579 |
6.6% |
0.0135 |
1.5% |
23% |
False |
True |
48,868 |
| 40 |
0.9275 |
0.8475 |
0.0800 |
9.2% |
0.0133 |
1.5% |
29% |
False |
False |
24,933 |
| 60 |
0.9275 |
0.8000 |
0.1275 |
14.6% |
0.0117 |
1.3% |
56% |
False |
False |
16,669 |
| 80 |
0.9275 |
0.7762 |
0.1513 |
17.4% |
0.0107 |
1.2% |
63% |
False |
False |
12,519 |
| 100 |
0.9275 |
0.7700 |
0.1575 |
18.1% |
0.0093 |
1.1% |
64% |
False |
False |
10,025 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9479 |
|
2.618 |
0.9198 |
|
1.618 |
0.9026 |
|
1.000 |
0.8920 |
|
0.618 |
0.8854 |
|
HIGH |
0.8748 |
|
0.618 |
0.8682 |
|
0.500 |
0.8662 |
|
0.382 |
0.8642 |
|
LOW |
0.8576 |
|
0.618 |
0.8470 |
|
1.000 |
0.8404 |
|
1.618 |
0.8298 |
|
2.618 |
0.8126 |
|
4.250 |
0.7845 |
|
|
| Fisher Pivots for day following 01-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8693 |
0.8693 |
| PP |
0.8678 |
0.8678 |
| S1 |
0.8662 |
0.8662 |
|